您的浏览器禁用了JavaScript(一种计算机语言,用以实现您与网页的交互),请解除该禁用,或者联系我们。 [华泰期货]:股指期权日报 - 发现报告

股指期权日报

2026-05-11 高天越,李逸资,李光庭,黄煦然 华泰期货 李强
报告封面

股指期权市场概况 期权成交量 2026-05-08,上证50ETF期权成交量为73.06万张;沪深300ETF期权(沪市)成交量为73.07万张;中证500ETF期权(沪市)成交量为126.41万张;深证100ETF期权成交量为7.91万张;创业板ETF期权成交量为122.22万张;上证50股指期权成交量为3.64万张;沪深300股指期权成交量为9.48万张;中证1000期权总成交量为35.89万张。 期权PCR 上证50ETF期权成交额PCR报0.62,环比变动为+0.28;持仓量PCR报0.71,环比变动为-0.04;沪深300ETF期权(沪市)成交额PCR报0.61,环比变动为+0.14;持仓量PCR报0.89,环比变动为-0.02;中证500ETF期权(沪市)成交额PCR报0.59,环比变动为+0.12;持仓量PCR报1.11,环比变动为-0.02;深证100ETF期权成交额PCR报0.73,环比变动为+0.28;持仓量PCR报0.87;环比变动为+0.07;创业板ETF期权成交额PCR报0.53,环比变动为+0.10;持仓量PCR报1.18,环比变动为-0.03;上证50股指期权成交额PCR报0.50,环比变动为+0.22;持仓量PCR报0.67,环比变动为-0.01;沪深300股指期权成交额PCR报0.46,环比变动为+0.13;持仓量PCR报0.78,环比变动为+0.01;中证1000股指期权成交额PCR报0.33,环比变动为-0.06;持仓量PCR报1.02,环比变动为-0.01。 期权VIX 上证50ETF期权VIX报16.70%,环比变动为-0.70%;沪深300ETF期权(沪市)VIX报18.44%,环比变动为+0.02%;中证500ETF期权(沪市)VIX报24.88%,环比变动为-0.19%;深证100ETF期权VIX报22.87%,环比变动为-0.66%;创业板ETF期权VIX报30.26%,环比变动为+0.10%;上证50股指期权VIX报17.53%,环比变动为-0.15%;沪深300股指期权VIX报18.19%,环比变动为-0.23%;中证1000股指期权VIX报24.59%,环比变动为+0.09%。 目录 一、期权成交量.........................................................................................................................................3二、期权PCR............................................................................................................................................5三、期权VIX.............................................................................................................................................7 图表 图1:上证50ETF期权成交量|单位:万张............................................................................................................................3图2:沪深300ETF期权成交量|单位:万张..........................................................................................................................3图3:中证500ETF期权成交量|单位:万张..........................................................................................................................3图4:深证100ETF期权成交量|单位:万张..........................................................................................................................3图5:创业板ETF期权成交量|单位:万张............................................................................................................................3图6:上证50股指期权成交量|单位:万张............................................................................................................................3图7:沪深300股指期权成交量|单位:万张..........................................................................................................................4图8:中证1000股指期权成交量|单位:万张........................................................................................................................4图9:上证50ETF期权成交额及持仓量PCR |单位:无.........................................................................................................5图10:沪深300ETF期权成交额及持仓量PCR |单位:无.....................................................................................................5图11:中证500ETF期权成交额及持仓量PCR |单位:无.....................................................................................................5图12:深证100ETF期权成交额及持仓量PCR |单位:无.....................................................................................................5图13:创业板ETF期权成交额及持仓量PCR |单位:无.......................................................................................................5图14:上证50股指期权成交额及持仓量PCR |单位:无......................................................................................................5图15:沪深300股指期权成交额及持仓量PCR |单位:无....................................................................................................6图16:中证1000股指期权成交额及持仓量PCR |单位:无..................................................................................................6图17:上证50ETF期权波指VIX |单位:%...........................................................................................................................7图18:沪深300ETF期权波指VIX |单位:%.........................................................................................................................7图19:中证500ETF期权(沪市)波指VIX |单位:%..........................................................................................................7图20:深证100ETF期权波指VIX |单位:%.........................................................................................................................7图21:创业板ETF期权波指VIX |单位:%...........................................................................................................................7图22:上证50股指期权波指VIX |单位:%...........................................................................................................................7图23:沪深300股指期权波指VIX |单位:%.........................................................................................................................8图24:中证1000股指期权波指VIX |单位:%.......................................................................................................................8表1:股指ETF期权近一日成交量|单元:万张....................................................................................................................4表2:股指ETF期权近一日PCR |单元:无..........................................................................